Get market data history

GET 
https://api.testnet.vega.rocks/api/v2/market/data/:marketId

Get market data history for a market ID from between a given date range

Request

Path Parameters

marketId stringrequired

Market ID to request data history for.

Query Parameters

startTimestamp int64

Timestamp in Unix nanoseconds indicating the start of the date range.

endTimestamp int64

Timestamp in Unix nanoseconds indicating the end of the date range.

pagination.first int32

Number of records to be returned that sort greater than row identified by cursor supplied in 'after'.

pagination.after string

If paging forwards, the cursor string for the last row of the previous page.

pagination.last int32

Number of records to be returned that sort less than row identified by cursor supplied in 'before'.

pagination.before string

If paging forwards, the cursor string for the first row of the previous page.

pagination.newestFirst boolean

Whether to order the results with the newest records first. If not set, the default value is true.

Responses

200

A successful response.

application/json

Schema

Schema

marketData object

Page of market data history with the corresponding page information.

edges object[]

Page of market data items and their corresponding cursors.

Array [

cursor string

Cursor that can be used to fetch further pages.

node object

Data generated by a market when open.

auctionEnd int64

Time in seconds until the end of the auction (zero if currently not in auction period).

auctionStart int64

Time until next auction, or start time of the current auction if market is in auction period.

bestBidPrice string

Highest price level on an order book for buy orders, as an unsigned integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

bestBidVolume uint64

Aggregated volume being bid at the best bid price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market is configured to 5 decimal places.

bestOfferPrice string

Lowest price level on an order book for offer orders. This field is an unsigned integer scaled to the market's decimal places.

bestOfferVolume uint64

Aggregated volume being offered at the best offer price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market is configured to 5 decimal places.

bestStaticBidPrice string

Highest price on the order book for buy orders not including pegged orders. This field is an unsigned integer scaled to the market's decimal places.

bestStaticBidVolume uint64

Total volume at the best static bid price excluding pegged orders.

bestStaticOfferPrice string

Lowest price on the order book for sell orders not including pegged orders. This field is an unsigned integer scaled to the market's decimal places.

bestStaticOfferVolume uint64

Total volume at the best static offer price, excluding pegged orders.

extensionTrigger Auction triggers indicate what condition triggered an auction (if market is in auction mode) (string)

Possible values: [AUCTION_TRIGGER_UNSPECIFIED, AUCTION_TRIGGER_BATCH, AUCTION_TRIGGER_OPENING, AUCTION_TRIGGER_PRICE, AUCTION_TRIGGER_LIQUIDITY, AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET, AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS, AUCTION_TRIGGER_GOVERNANCE_SUSPENSION, AUCTION_TRIGGER_LONG_BLOCK]

Default value: AUCTION_TRIGGER_UNSPECIFIED

When a market auction is extended, this field indicates what caused the extension.

indicativePrice string

Indicative price (zero if not in auction). This field is an unsigned scaled to the market's decimal places.

indicativeVolume uint64

Indicative volume (zero if not in auction).

lastTradedPrice string

Last traded price of the market. This field is an unsigned integer scaled to the market's decimal places.

liquidityProviderFeeShare object[]

Equity-like share of liquidity fee for each liquidity provider.

Array [

averageEntryValuation string

Average entry valuation of the liquidity provider for the market.

averageScore string

Average liquidity score.

equityLikeShare string

Share own by this liquidity provider.

party string

Liquidity provider party ID.

virtualStake string

The virtual stake of this liquidity provider.

]

liquidityProviderSla object[]

SLA performance for each liquidity provider.

Array [

currentEpochFractionOfTimeOnBook string

Indicates how often LP meets the commitment during the current epoch.

hysteresisPeriodFeePenalties string[]

Determines how the fee penalties from past epochs affect future fee revenue.

lastEpochBondPenalty string

Shows the bond penalties from past epochs.

lastEpochFeePenalty string

Indicates the fee penalty amount applied in the previous epoch.

lastEpochFractionOfTimeOnBook string

Indicates how often LP met the commitment in the previous epoch.

notionalVolumeBuys string

Notional volume of orders within the range provided on the buy side of the book.

notionalVolumeSells string

Notional volume of orders within the range provided on the sell side of the book.

party string

Liquidity provider party ID.

requiredLiquidity string

Represents the total amount of funds LP must supply. The amount to be supplied is in the market’s settlement currency, spread on both buy and sell sides of the order book within a defined range.

]

markPrice string

Mark price, as an unsigned integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

markPriceState object

State of the internal composite price.

priceSources object[]

Array [

lastUpdated int64

Timestamp in Unix nanoseconds when the price source was last updated.

price string

Current value of the composite source price.

priceSource string

Source of the price.

]

markPriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

The method used for calculating the mark price.

market Market ID for the data (string)

marketGrowth string

Market growth at the last market time window.

marketState Current state of the market (string)

Possible values: [STATE_UNSPECIFIED, STATE_PROPOSED, STATE_REJECTED, STATE_PENDING, STATE_CANCELLED, STATE_ACTIVE, STATE_SUSPENDED, STATE_CLOSED, STATE_TRADING_TERMINATED, STATE_SETTLED, STATE_SUSPENDED_VIA_GOVERNANCE]

Default value: STATE_UNSPECIFIED

Current state of the market.

marketTradingMode Trading mode the market is currently running, also referred to as 'market state' (string)

Possible values: [TRADING_MODE_UNSPECIFIED, TRADING_MODE_CONTINUOUS, TRADING_MODE_BATCH_AUCTION, TRADING_MODE_OPENING_AUCTION, TRADING_MODE_MONITORING_AUCTION, TRADING_MODE_NO_TRADING, TRADING_MODE_SUSPENDED_VIA_GOVERNANCE, TRADING_MODE_LONG_BLOCK_AUCTION]

Default value: TRADING_MODE_UNSPECIFIED

Current trading mode for the market.

marketValueProxy string

Market value proxy.

midPrice string

Arithmetic average of the best bid price and best offer price, as an integer, for example 123456 is a correctly formatted price of 1.23456 assuming market configured to 5 decimal places.

nextMarkToMarket int64

Time in Unix nanoseconds when the next mark-to-market calculation will occur.

nextNetworkCloseout int64

Time in Unix nanoseconds when the market will next submit a trade to reduce its position.

openInterest uint64

Sum of the size of all positions greater than zero on the market.

priceMonitoringBounds object[]

One or more price monitoring bounds for the current timestamp.

Array [

active boolean

Has this bound been triggered yet or is it still active.

maxValidPrice string

Maximum price that isn't currently breaching the specified price monitoring trigger. This field is an unsigned integer scaled to the market's decimal places.

minValidPrice string

Minimum price that isn't currently breaching the specified price monitoring trigger. This field is an unsigned integer scaled to the market's decimal places.

referencePrice string

Reference price used to calculate the valid price range. This field is an unsigned integer scaled to the market's decimal places.

trigger object

Price monitoring trigger associated with the bounds.

auctionExtension int64

Price monitoring auction extension duration in seconds should the price breach its theoretical level over the specified horizon at the specified probability level.

horizon int64

Price monitoring projection horizon τ in seconds.

probability string

Price monitoring probability level p.

]

productData object

Data related to the particular product type of the market.

perpetualData object

Represents market data specific to a perpetual market.

externalTwap string

Time-weighted-average the external data points for the in-progress funding period.

fundingPayment string

Current funding payment for the in-progress funding period.

fundingRate string

Current funding rate for the in-progress funding period.

internalCompositePrice string

The internal composite price used for perpetual markets.

internalCompositePriceState object

State of the internal composite price.

priceSources object[]

Array [

lastUpdated int64

Timestamp in Unix nanoseconds when the price source was last updated.

price string

Current value of the composite source price.

priceSource string

Source of the price.

]

internalCompositePriceType vegaCompositePriceType (string)

Possible values: [COMPOSITE_PRICE_TYPE_UNSPECIFIED, COMPOSITE_PRICE_TYPE_WEIGHTED, COMPOSITE_PRICE_TYPE_MEDIAN, COMPOSITE_PRICE_TYPE_LAST_TRADE]

Default value: COMPOSITE_PRICE_TYPE_UNSPECIFIED

The method used for calculating the internal composite price, for perpetual markets only.

internalTwap string

Time-weighted-average the internal data-points for the in-progress funding period.

nextInternalCompositePriceCalc int64

The next time the internal composite price is calculated for the perpetual market, in Unix nanoseconds.

seqNum uint64

startTime int64

underlyingIndexPrice string

Last seen value of the settlement oracle.

staticMidPrice string

Arithmetic average of the best static bid price and best static offer price. This field is an unsigned integer scaled to the market's decimal places.

suppliedStake string

Available stake for the given market. This field is an unsigned integer scaled to the settlement asset's decimal places.

targetStake string

Targeted stake for the given market. This field is an unsigned integer scaled to the settlement asset's decimal places.

timestamp int64

Timestamp in Unix nanoseconds at which this mark price was relevant.

trigger Auction triggers indicate what condition triggered an auction (if market is in auction mode) (string)

Possible values: [AUCTION_TRIGGER_UNSPECIFIED, AUCTION_TRIGGER_BATCH, AUCTION_TRIGGER_OPENING, AUCTION_TRIGGER_PRICE, AUCTION_TRIGGER_LIQUIDITY, AUCTION_TRIGGER_LIQUIDITY_TARGET_NOT_MET, AUCTION_TRIGGER_UNABLE_TO_DEPLOY_LP_ORDERS, AUCTION_TRIGGER_GOVERNANCE_SUSPENSION, AUCTION_TRIGGER_LONG_BLOCK]

Default value: AUCTION_TRIGGER_UNSPECIFIED

When a market is in an auction trading mode, this field indicates what triggered the auction.

]

pageInfo object

Page information that is used for fetching further pages.

endCursor string

End cursor.

hasNextPage boolean

Indicator if there is a next page.

hasPreviousPage boolean

Indicator if there is a previous page.

startCursor string

Start cursor.

Example (from schema)

{
  "marketData": {
    "edges": [
      {
        "cursor": "string",
        "node": {
          "auctionEnd": "string",
          "auctionStart": "string",
          "bestBidPrice": "string",
          "bestBidVolume": "string",
          "bestOfferPrice": "string",
          "bestOfferVolume": "string",
          "bestStaticBidPrice": "string",
          "bestStaticBidVolume": "string",
          "bestStaticOfferPrice": "string",
          "bestStaticOfferVolume": "string",
          "extensionTrigger": "AUCTION_TRIGGER_UNSPECIFIED",
          "indicativePrice": "string",
          "indicativeVolume": "string",
          "lastTradedPrice": "string",
          "liquidityProviderFeeShare": [
            {
              "averageEntryValuation": "string",
              "averageScore": "string",
              "equityLikeShare": "string",
              "party": "string",
              "virtualStake": "string"
            }
          ],
          "liquidityProviderSla": [
            {
              "currentEpochFractionOfTimeOnBook": "string",
              "hysteresisPeriodFeePenalties": [
                "string"
              ],
              "lastEpochBondPenalty": "string",
              "lastEpochFeePenalty": "string",
              "lastEpochFractionOfTimeOnBook": "string",
              "notionalVolumeBuys": "string",
              "notionalVolumeSells": "string",
              "party": "string",
              "requiredLiquidity": "string"
            }
          ],
          "markPrice": "string",
          "markPriceState": {
            "priceSources": [
              {
                "lastUpdated": "string",
                "price": "string",
                "priceSource": "string"
              }
            ]
          },
          "markPriceType": "COMPOSITE_PRICE_TYPE_UNSPECIFIED",
          "market": "string",
          "marketGrowth": "string",
          "marketState": "STATE_UNSPECIFIED",
          "marketTradingMode": "TRADING_MODE_UNSPECIFIED",
          "marketValueProxy": "string",
          "midPrice": "string",
          "nextMarkToMarket": "string",
          "nextNetworkCloseout": "string",
          "openInterest": "string",
          "priceMonitoringBounds": [
            {
              "active": true,
              "maxValidPrice": "string",
              "minValidPrice": "string",
              "referencePrice": "string",
              "trigger": {
                "auctionExtension": "string",
                "horizon": "string",
                "probability": "string"
              }
            }
          ],
          "productData": {
            "perpetualData": {
              "externalTwap": "string",
              "fundingPayment": "string",
              "fundingRate": "string",
              "internalCompositePrice": "string",
              "internalCompositePriceState": {
                "priceSources": [
                  {
                    "lastUpdated": "string",
                    "price": "string",
                    "priceSource": "string"
                  }
                ]
              },
              "internalCompositePriceType": "COMPOSITE_PRICE_TYPE_UNSPECIFIED",
              "internalTwap": "string",
              "nextInternalCompositePriceCalc": "string",
              "seqNum": "string",
              "startTime": "string",
              "underlyingIndexPrice": "string"
            }
          },
          "staticMidPrice": "string",
          "suppliedStake": "string",
          "targetStake": "string",
          "timestamp": "string",
          "trigger": "AUCTION_TRIGGER_UNSPECIFIED"
        }
      }
    ],
    "pageInfo": {
      "endCursor": "string",
      "hasNextPage": true,
      "hasPreviousPage": true,
      "startCursor": "string"
    }
  }
}

500

An internal server error

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

default

An unexpected error response.

application/json

Schema

Schema

code int32
details object[]
Array [
@type string
A URL/resource name that uniquely identifies the type of the serialized protocol buffer message. This string must contain at least one "/" character. The last segment of the URL's path must represent the fully qualified name of the type (as in path/google.protobuf.Duration). The name should be in a canonical form (e.g., leading "." is not accepted).
In practice, teams usually precompile into the binary all types that they expect it to use in the context of Any. However, for URLs which use the scheme http, https, or no scheme, one can optionally set up a type server that maps type URLs to message definitions as follows:
• If no scheme is provided, https is assumed.
• An HTTP GET on the URL must yield a [google.protobuf.Type][] value in binary format, or produce an error.
• Applications are allowed to cache lookup results based on the URL, or have them precompiled into a binary to avoid any lookup. Therefore, binary compatibility needs to be preserved on changes to types. (Use versioned type names to manage breaking changes.)
Note: this functionality is not currently available in the official protobuf release, and it is not used for type URLs beginning with type.googleapis.com.
Schemes other than http, https (or the empty scheme) might be used with implementation specific semantics.
]
message string

Example (from schema)

{
  "code": 0,
  "details": [
    {
      "@type": "string"
    }
  ],
  "message": "string"
}

• curl
• python
• go
• nodejs

• CURL

curl -L 'https://api.testnet.vega.rocks/api/v2/market/data/:marketId' \
-H 'Accept: application/json'

Request Collapse all

Base URL

https://api.testnet.vega.rocks

Parameters

marketId — pathrequired

startTimestamp — query

endTimestamp — query

pagination.first — query

pagination.after — query

pagination.last — query

pagination.before — query

pagination.newestFirst — query

---truefalse

ResponseClear

Click the Send API Request button above and see the response here!